Engulfed by relationship issues, the then City captain left for AC Milan on-loan midway through last season.
Walker told Sky Sports: "Should I have left and gone on loan to AC Milan? I was the club captain, and you're the first one in line when things are not going really well. At that time in the season, should I have left? Looking back at it now, probably no.
"I should have stood by or next to my team-mates, next to my friends and people who I class as my family. But for the first time probably in my career I was selfish and I thought about myself and I wanted to play football.
"I don't see it as a bad reason but I wasn't happy sitting on the bench and getting a game here, there and whenever. I felt that I still had a point to prove that I could still play at a high level. When a club like AC Milan comes I didn't think I could turn them down.
"When I came back in the summer I had time to reflect on it. But then I don't regret it as I always wanted to play abroad and experience that. I'm glad I did the sixth months, but I probably could have done a bit better."